+503.2%
ZS vs CNH
+26.7%
+476.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -1.3% |
| 7D | -11.1% | +8.6% | -19.6% | -12.5% |
| 30D | -14.8% | +12.6% | -27.4% | -16.9% |
| 3M | +18.0% | +17.5% | +0.5% | +13.3% |
| 6M | +30.8% | +18.1% | +12.7% | +24.3% |
| YTD | -11.5% | +40.4% | -51.9% | -21.0% |
| 1Y | -37.8% | +34.0% | -71.8% | -43.8% |
| 3Y | +16.6% | +35.3% | -18.7% | +3.4% |
| 5Y | -43.6% | -5.1% | -38.5% | -46.1% |
| All | +503.2% | +26.7% | +476.4% | +501.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling